correct_marginals: Correct the posterior marginals of a fitted aghq object

In aghq: Adaptive Gauss Hermite Quadrature for Bayesian Inference

Correct the posterior marginals of a fitted aghq object

Description

The default method of computation for aghq objects computes approximate marginals using an outdated algorithm with no known theoretical properties. The updated algorithm computes pointwise approximate marginals that satisfy the same rate of convergence as the original approximate marginal likelihood. This function takes a fitted aghq object and recomputes its marginals using the updated algorithm

Usage

correct_marginals(quad, ...)

Arguments

quad	An object of class aghq returned by aghq::aghq().
...	Not used

Value

An object of class aghq equal to the provided object, but with its marginals component replaced with one calculated using method='correct'. See marginal_posterior.

aghq documentation built on June 7, 2023, 5:10 p.m.